A drop shot weight is, again, a weight that’s pretty specific to one style of fishing; the drop shot. You can modify this weight a little to use it for other things, but primarily it’s made to use at the bottom of a drop leader. Most of these weights come with little pinch points where the tag end of your line can be pulled up into the crevice to secure the weight to the drop shot.
The important thing to note with drop shot weights is that they do come in several shapes and sizes. The cylindrical ones are meant more for fishing around cover. Since they’re thin, they can be dropped into a brush pile for instance and then slide back up and through the limbs. Where ball-shaped and tear drop-shaped weights are intended more for dragging along the bottom in open water, again giving you more surface contact with the bottom so that you can tell what type of bottom you’re fishing.